NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.062 |
4.045 |
-0.017 |
-0.4% |
3.870 |
| High |
4.089 |
4.092 |
0.003 |
0.1% |
4.055 |
| Low |
4.005 |
3.998 |
-0.007 |
-0.2% |
3.835 |
| Close |
4.018 |
4.069 |
0.051 |
1.3% |
3.956 |
| Range |
0.084 |
0.094 |
0.010 |
11.9% |
0.220 |
| ATR |
0.098 |
0.098 |
0.000 |
-0.3% |
0.000 |
| Volume |
24,233 |
22,294 |
-1,939 |
-8.0% |
141,420 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.335 |
4.296 |
4.121 |
|
| R3 |
4.241 |
4.202 |
4.095 |
|
| R2 |
4.147 |
4.147 |
4.086 |
|
| R1 |
4.108 |
4.108 |
4.078 |
4.128 |
| PP |
4.053 |
4.053 |
4.053 |
4.063 |
| S1 |
4.014 |
4.014 |
4.060 |
4.034 |
| S2 |
3.959 |
3.959 |
4.052 |
|
| S3 |
3.865 |
3.920 |
4.043 |
|
| S4 |
3.771 |
3.826 |
4.017 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.609 |
4.502 |
4.077 |
|
| R3 |
4.389 |
4.282 |
4.017 |
|
| R2 |
4.169 |
4.169 |
3.996 |
|
| R1 |
4.062 |
4.062 |
3.976 |
4.116 |
| PP |
3.949 |
3.949 |
3.949 |
3.975 |
| S1 |
3.842 |
3.842 |
3.936 |
3.896 |
| S2 |
3.729 |
3.729 |
3.916 |
|
| S3 |
3.509 |
3.622 |
3.896 |
|
| S4 |
3.289 |
3.402 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.092 |
3.907 |
0.185 |
4.5% |
0.096 |
2.3% |
88% |
True |
False |
24,555 |
| 10 |
4.092 |
3.835 |
0.257 |
6.3% |
0.103 |
2.5% |
91% |
True |
False |
30,054 |
| 20 |
4.103 |
3.835 |
0.268 |
6.6% |
0.099 |
2.4% |
87% |
False |
False |
31,742 |
| 40 |
4.458 |
3.786 |
0.672 |
16.5% |
0.092 |
2.3% |
42% |
False |
False |
23,022 |
| 60 |
4.905 |
3.786 |
1.119 |
27.5% |
0.095 |
2.3% |
25% |
False |
False |
19,206 |
| 80 |
4.905 |
3.786 |
1.119 |
27.5% |
0.096 |
2.3% |
25% |
False |
False |
16,342 |
| 100 |
4.905 |
3.786 |
1.119 |
27.5% |
0.093 |
2.3% |
25% |
False |
False |
13,929 |
| 120 |
4.905 |
3.786 |
1.119 |
27.5% |
0.092 |
2.3% |
25% |
False |
False |
12,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.492 |
|
2.618 |
4.338 |
|
1.618 |
4.244 |
|
1.000 |
4.186 |
|
0.618 |
4.150 |
|
HIGH |
4.092 |
|
0.618 |
4.056 |
|
0.500 |
4.045 |
|
0.382 |
4.034 |
|
LOW |
3.998 |
|
0.618 |
3.940 |
|
1.000 |
3.904 |
|
1.618 |
3.846 |
|
2.618 |
3.752 |
|
4.250 |
3.599 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.061 |
4.055 |
| PP |
4.053 |
4.041 |
| S1 |
4.045 |
4.027 |
|